PRDSX vs. SCHA
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Schwab U.S. Small-Cap ETF (SCHA).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRDSX or SCHA.
Key characteristics
| PRDSX | SCHA | |
|---|---|---|
| YTD Return | 13.76% | 8.51% |
| 1Y Return | 24.79% | 21.05% |
| 3Y Return (Ann) | 2.70% | 1.46% |
| 5Y Return (Ann) | 9.41% | 8.88% |
| 10Y Return (Ann) | 10.15% | 8.18% |
| Sharpe Ratio | 1.37 | 1.02 |
| Daily Std Dev | 17.94% | 19.98% |
| Max Drawdown | -58.95% | -42.41% |
| Current Drawdown | -1.58% | -3.70% |
Correlation
The correlation between PRDSX and SCHA is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PRDSX vs. SCHA - Performance Comparison
In the year-to-date period, PRDSX achieves a 13.76% return, which is significantly higher than SCHA's 8.51% return. Over the past 10 years, PRDSX has outperformed SCHA with an annualized return of 10.15%, while SCHA has yielded a comparatively lower 8.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRDSX vs. SCHA - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
PRDSX vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Schwab U.S. Small-Cap ETF (SCHA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PRDSX vs. SCHA - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 2.13%, more than SCHA's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 2.13% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% | 3.79% | 0.60% |
SCHA Schwab U.S. Small-Cap ETF | 1.29% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
Drawdowns
PRDSX vs. SCHA - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for PRDSX and SCHA. For additional features, visit the drawdowns tool.
Volatility
PRDSX vs. SCHA - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 5.70% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.